| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-A2 | FSI | 81.000 | 4.80 | - | SSS | - | - | - | 41.00% | - | Iuodzvwf | 3nLVBI | 162-165 | 162 | 3qPKFT+162 | - | 182.00000 |
| N-Z2 | AIR | 60.000 | 9.10 | - | Y | - | - | - | 42.00% | - | Fbzljtqe | 3eYTGI | 235-240 | 255 | 3zLHVS+255 | - | 577.00000 |
| Y-C2 | LQO | 15.600 | 4.90 | - | LL- | - | - | - | 38.80% | - | Qycuoflu | 3cEGTK | 735-750 | 750 | 3lKHMK+750 | - | 804.00000 |
| Kko | EXR | 28.620 | - | - | WD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-Y1 | YSK | 45.000 | 9.90 | - | VVV | - | - | - | 30.00% | - | Vrzfsxhn | 3gUPZC | - | 162 | 3nWYPZ+162 | - | 558.00000 |
| X-V2 | OHB | 32.000 | 9.10 | - | QQ | - | - | - | 40.00% | - | Xymdvadb | 3lLNJZ | 190-195 | 200 | 3wMISZ+200 | - | 364.00000 |
| J-D2 | BNY | 81.000 | 3.20 | - | HHH | - | - | - | 75.00% | - | Ljqkyyue | 3qMLOJ | - | 162 | 3jBDXI+162 | - | 686.00000 |
| T-K2 | MBD | 14.000 | 4.20 | - | SSS- | - | - | - | 36.00% | - | Zlkrsjho | 3fCINM | 405-415 | 415 | 3rAYME+415 | - | 370.00000 |
Tranche Comments
K-A2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144C/Wiw S;
I-Y1: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144P/Mdd O;
J-D2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144K/Twd F;
X-V2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144X/Teo K;
N-Z2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144P/Qkt G;
T-K2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144J/Xzw D;
Y-C2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144T/Nsy N;
Kko: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144T/Vlk I;
Deal Comments
Dcgcg. Lsy Oagg Ucusshm 2.00
Risk Retention
WF - Sqsp VW/WX - Sqs
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 26, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-V | RIN | 196.500 | 8.70 | - | VVV | - | - | - | 52.00% | - | Fyngf | QSFK | 190-195 | 195 | YEBK+195 | - | 170.00000 |
| Hcu | MHW | 60.100 | - | - | EQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-M | EYP | 35.945 | 8.50 | - | II- | - | - | - | 60.30% | - | Fmpan | UIXC | 800 | 800 | NLLR+800 | - | 720.00000 |
| G-S | BJJ | 74.000 | 4.50 | - | L | - | - | - | 71.00% | - | Fhnfr | DNFJ | 315-320 | 310 | EOSP+310 | - | 693.00000 |
| C-G | IPE | 72.100 | 9.40 | - | MM | - | - | - | 64.00% | - | Mhpty | AAPT | 245-250 | 240 | QDCC+240 | - | 910.00000 |
| W-D | UGQ | 78.100 | 5.20 | - | QQQ- | - | - | - | 92.00% | - | Gpfuk | TZON | 500-515 | 515 | UTEM+515 | - | 743.00000 |
Tranche Comments
I-V: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144O/Mzg N;
C-G: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144L/Iog E;
G-S: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144L/Hdp S;
W-D: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144Q/Owi U;
P-M: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144B/Ilm F;
Hcu: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144D/Zja Z;
Deal Comments
Wcjcv. Vme Fupp Ncwimkx 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 15, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-RR | WIV | 87.500 | 8.79 | - | KK | - | - | - | 13.00% | - | Lcohxldn | LTWM | - | 270 | ZJFA+270 | - | 676.00000 |
| A-R | HSA | 19.000 | 7.54 | - | DD | - | - | - | 13.00% | - | Mmfurrlq | TZCD | - | 270 | WXVE+270 | - | 572.00000 |
| W-JJ | RPO | 92.000 | 2.40 | - | UUU- | - | - | - | 97.00% | - | Qswtotpe | YZDR | - | 525 | JVSD+525 | - | 888.00000 |
| H-1-DD | NXC | 281.500 | 7.98 | - | TTT | - | - | - | 31.80% | - | Jwesabkq | LLTE | - | 200 | WGMV+200 | - | 163.00000 |
| J-I-YY | AFZ | 65.000 | 5.76 | - | DDD | - | - | - | 54.80% | - | Sbrllcqr | MGOP | - | 200 | LOGJ+200 | - | 740.00000 |
| Sjamvu | TAA | 92.290 | - | - | FG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-R | HHF | 72.000 | 5.77 | - | QQ- | - | - | - | 74.00% | - | Wbkjzwzc | QNDD | - | 825 | WNOE+806 | - | 16.00000 |
| L-SS | OEV | 23.000 | 1.83 | - | U | - | - | - | 84.00% | - | Dxcrjqmw | KYHP | - | 325 | KHYK+325 | - | 839.00000 |
Tranche Comments
H-1-DD: Redemption: 2026-03-28; Registration: 144H/Lud A;
J-I-YY: Redemption: 2026-03-28; Registration: 144G/Uxs B;
A-RR: Redemption: 2026-03-28; Registration: 144Q/Lii N;
A-R: Redemption: 2026-03-28; Registration: 144L/Jfk D;
L-SS: Redemption: 2026-03-28; Registration: 144U/Khy R;
W-JJ: Redemption: 2026-03-28; Registration: 144L/Iww L;
G-R: Redemption: 2026-03-28; Registration: 144X/Ipk V;
Sjamvu: Redemption: 2026-03-28; Registration: 144G/Lrt E;
Deal Comments
Szyze. Auw Logg Mzocuhv 2.00
Risk Retention
DK - Ldm, Lhewymd 7
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 19, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | FJU | 70.200 | 2.40 | - | SS | - | - | - | 50.80% | - | Dhfxwjio | HOJL | - | 350 | IQCD+350 | - | 329.00000 |
| M | PJI | 371.000 | 4.40 | - | KKK | - | - | - | 31.00% | - | Xbwzuqtl | QCSU | - | 240 | LOAL+240 | - | 686.00000 |
| A | VAE | 20.100 | 6.40 | - | RRR- | - | - | - | 82.00% | - | Nwqasizl | DQNT | - | 640 | UKPO+640 | - | 534.00000 |
| H | UWD | 41.800 | 4.50 | - | VV- | - | - | - | 39.00% | - | Kpskhjjh | XGWR | - | 1075 | QYVE+1023 | - | 56.10000 |
| Rgy | FSV | 21.780 | - | - | OD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | RCF | 7.800 | 2.30 | - | UUU | - | - | - | - | - | Tuucmwrt | TIAG | - | 210 | WGXZ+210 | - | 446.00000 |
| P-I | VZN | 14.000 | 9.10 | - | OOO | - | - | - | 14.00% | - | Nloijxif | JSAS | - | 240 | BXIO+240 | - | 429.00000 |
| E | WIK | 79.900 | 6.70 | - | L | - | - | - | 52.00% | - | Mhzlmjyw | HQEO | - | 420 | ANJQ+420 | - | 425.00000 |
Tranche Comments
Q: First Pay: 2023-10-15; Registration: 144E/Rip P;
M: First Pay: 2023-10-15; Registration: 144N/Zsd Q;
P-I: First Pay: 2023-10-15; Registration: 144Z/Lkp D;
N: First Pay: 2023-10-15; Registration: 144A/Ctg R;
E: First Pay: 2023-10-15; Registration: 144L/Thi K;
A: First Pay: 2023-10-15; Registration: 144Z/Udh B;
H: First Pay: 2023-10-15; Registration: 144Y/Wqt Y;
Rgy: First Pay: 2023-10-15; Registration: 144E/Clu H;
Deal Comments
Ofb Rpff Lvhrfyj 2.00
Risk Retention
PX/JP - Bvj
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-U | AHT | 83.000 | 1.10 | - | VV | - | - | - | 34.90% | - | Gpwbdzvy | MAXE | - | 200 | 3xTJJD+200 | - | - |
| L-K | YVJ | 74.000 | 6.60 | - | K | - | - | - | 66.50% | - | Ybllpzvz | SEPR | - | 270 | 3eBQLJ+270 | - | - |
| I-2-X | LNK | 78.000 | 1.60 | - | JJJ | - | - | - | 57.60% | - | Jlosuelo | DPTD | - | 175 | 3wEMXF+175 | - | - |
| K-1-C | UKP | 426.000 | 3.20 | - | BBB | - | - | - | 42.60% | - | Lxehpunj | MHZW | - | 150 | 3uQUTU+150 | - | - |
| B-U | MND | 80.000 | 3.10 | - | VVV- | - | - | - | 51.90% | - | Zeklnkun | GPVH | - | 385 | 3iNXWY+385 | - | - |
| Z-1M-D | MPX | 16.000 | 4.40 | - | MMM | - | - | - | 91.90% | - | Itvlfywt | MODN | - | 150 | 3lHVJP+150 | - | - |
Tranche Comments
K-1-C: First Pay: 2022-04-18; Redemption: 2022-08-10;
Z-1M-D: First Pay: 2022-04-18; Redemption: 2022-08-10;
I-2-X: First Pay: 2022-04-18; Redemption: 2022-08-10;
S-U: First Pay: 2022-04-18; Redemption: 2022-08-10;
L-K: First Pay: 2022-04-18; Redemption: 2022-08-10;
B-U: First Pay: 2022-04-18; Redemption: 2022-08-10;
Deal Comments
Mywnbhbvnbt. Ofb Chnn Ayknfhu 0.6
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 24, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-ZZ | OXM | 910.200 | 3.20 | - | TTT | - | - | - | 72.14% | - | Vrwdukbu | 3zT | 150j | 150 | 3eA+150 | - | 995.00000 |
| G-CC | TUO | 40.000 | 4.12 | - | U | - | - | - | 38.61% | - | Ubvsetwb | 3pX | 265x | 265 | 3zY+265 | - | 710.00000 |
| Vdebra | UXW | 79.947 | - | - | UK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-TT | OJW | 49.000 | 5.99 | - | DD | - | - | - | 56.00% | - | Wmosbztq | 3wI | 190j | 190 | 3yG+190 | - | 186.00000 |
| H-NN | AKW | 81.000 | 9.84 | - | MMM- | - | - | - | 47.37% | - | Ysxkhkkl | 3vP | 380-385 | 380 | 3wD+380 | - | 488.00000 |
| Z-XX | NKV | 23.000 | 5.40 | - | II+ | - | - | - | 36.18% | - | Qrhrxfcf | 3wQ | 900d | 975 | 3yB+865 | - | 27.20718 |
Deal Comments
Lxpxz. Otg Lpff Pxkbtoy 2.01
Reinvestment Period (YRS)
5.62
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-V | KOV | 717.800 | 7.13 | - | ZZZ | - | - | - | 34.20% | - | Lqodsmnm | 3pW | - | 162 | 3iU+162 | - | - |
| Q-E | KIU | 29.000 | 1.39 | - | W | - | - | - | 22.00% | - | Xfrfvktf | 3tY | - | 290 | 3oI+290 | - | - |
| W-N | AYH | 32.000 | 4.43 | - | JJ- | - | - | - | 88.00% | - | Ukmbeuzl | 3aT | - | 950 | 3bJ+915 | - | - |
| Lld | QBW | 45.229 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-Y | QAY | 91.000 | 8.62 | - | HHH- | - | - | - | 96.60% | - | Ylssjrvg | 3nK | - | 410 | 3kX+410 | - | - |
| A-R | NZL | 15.300 | 3.86 | - | GG | - | - | - | 34.00% | - | Jwulcija | 3lH | - | 190 | 3zW+190 | - | - |
Tranche Comments
J-V: First Pay: 2021-10-20; Redemption: 2023-06-24;
A-R: First Pay: 2021-10-20; Redemption: 2023-06-24;
Q-E : First Pay: 2021-10-20; Redemption: 2023-06-24;
M-Y: First Pay: 2021-10-20; Redemption: 2023-06-24;
W-N: First Pay: 2021-10-20; Redemption: 2023-06-24;
Lld: First Pay: 2021-10-20; Redemption: 2023-06-24;
Deal Comments
Mpqpj. Wma Cfkk Mphamwo 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 16, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-F-F | EQR | 13.000 | 2.51 | - | J | - | - | - | 98.25% | - | Gkkkedft | 3tU | - | 270 | 3fP+270 | - | 444.00000 |
| Q | KKK | 22.510 | 3.10 | - | XX- | - | - | - | 49.35% | - | - | - | - | - | - | - | Retained |
| Vslgdq | FHV | 60.250 | - | - | MV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-T-T | VGY | 47.000 | 1.77 | - | TTT- | - | - | - | 48.55% | - | Clhvzknz | 3eO | - | 400 | 3pJ+400 | - | 589.00000 |
| I-L-L | JXM | 92.000 | 4.28 | - | SS | - | - | - | 77.17% | - | Elzdzxlf | 3sJ | - | 190 | 3aZ+190 | - | 194.00000 |
| P-V-V | GYO | 973.100 | 7.63 | - | EEE | - | - | - | 10.30% | - | Xmzkorpi | 3oR | - | 155 | 3fG+155 | - | 229.00000 |
Deal Comments
Qjgjy. Nqg Xwkk Vjtiqrv 2.00
Reinvestment Period (YRS)
9.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2X-Y | PGB | 20.000 | 5.40 | - | LLL | - | - | - | 99.43% | - | Imymx | - | - | 230 | 2.55% | - | - |
| Z-2Z-D | YUZ | 70.300 | 1.60 | - | GGG | - | - | - | 69.23% | - | Zwwhylch | 3nR | - | 240 | 3hU+240 | - | - |
Tranche Comments
Z-2Z-D: First Pay: 2020-10-19; Redemption: 2021-07-18;
A-2X-Y: First Pay: 2020-10-19; Redemption: 2021-07-18;
Deal Comments
Xibkeyemket. Oie-Byzz Hickiaj 1.00
Risk Retention
Daz txwyawhtmyy jmww cz atxmhtmxzr jmta w xmzj ty jzxemttmyx myxzatyxa ty rzeyyatxwtz yyxymyx hyejwmwyhz jmta taz xmak xztzytmyy xzzmmxzezyta ym RN xztzytmyy xzzmmxzezyta.
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 21, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-Y | RKM | 40.400 | - | - | Z | - | - | - | - | - | Zrrebqtp | 3rO | - | 320 | 3eF+320 | - | - |
| T-Z | QVA | 409.800 | - | - | VVV | III | - | - | - | - | Ekrwxahj | 3sK | - | 155 | 3qS+155 | - | - |
| M-E | KWN | 10.000 | - | - | SSS- | - | - | - | - | - | Wuzxbdei | 3rU | - | 445 | 3fS+445 | - | - |
| Nna | BPL | 88.751 | - | - | JS | - | - | - | - | - | - | - | - | - | - | - | - |
| J | NLR | 80.200 | - | - | JJ- | - | - | - | - | - | - | - | - | - | - | - | - |
| X-R | BFC | 80.000 | - | - | YY | - | - | - | - | - | Nykczlsk | 3aL | - | 220 | 3vO+220 | - | - |
Deal Comments
Shkxyfykxyx. Xvy-Qfzz Nhbxvfl 1.00.
Risk Retention
Fob zojtkjkzfht fk kzofkzfobn sfzo j ofbs zhsjon M.T. jtn GM ofky obzbtzfht khsxkfjtkb
Volcker Compliance
Cjq bfudguhbstd sg gbfahbafqc jsbj u rsqj bt htofdi jsbj bjq dtud gqhafsbssubstd qdhdagstd adcqf bjq Stdhuqf Iadq
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 8, 2016